+4,049.2%
MCD vs BWA
+2,496.1%
+1,553.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.0% |
| 7D | +7.1% | -5.5% | +12.6% | +8.1% |
| 30D | +19.8% | -21.7% | +41.5% | +24.6% |
| 3M | +0.8% | -25.6% | +26.4% | +5.5% |
| 6M | -1.3% | -17.4% | +16.1% | +0.8% |
| YTD | -7.8% | +9.2% | -16.9% | -11.0% |
| 1Y | -5.0% | +9.7% | -14.7% | -8.4% |
| 3Y | +10.5% | +54.6% | -44.1% | -1.5% |
| 5Y | +22.0% | +26.8% | -4.8% | +10.4% |
| 10Y | +216.7% | +89.0% | +127.7% | +154.2% |
| All | +4,049.2% | +2,496.1% | +1,553.0% | +2,041.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling